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Refactor liquidation logic #8544

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Description

Removed LiquidateExistingHoldings and replaced it with the general Liquidate method. Created regression tests for order creation and liquidation to ensure correct order cancellation and portfolio holdings check.

Related Issue

Closes #8467

Motivation and Context

The LiquidateExistingHoldings method was redundant, as it only created a single order to liquidate existing holdings and didn't cancel orders. The new Liquidate method simplifies the process by handling cancellations and ensuring consistency

Requires Documentation Change

No.

How Has This Been Tested?

Regression tests confirmed correct order creation, limit orders, and liquidation logic through backtesting in the specified date range, ensuring no remaining holdings

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@JosueNina JosueNina force-pushed the bug-8467-liquidate-existing-holdings-flag branch from 9b0a315 to 8acef7f Compare January 20, 2025 21:44
- Implemented regression tests for order creation and liquidation
  scenarios
- Removed LiquidateExistingHoldings method
- Replaced LiquidateExistingHoldings with the general Liquidate method
@JosueNina JosueNina force-pushed the bug-8467-liquidate-existing-holdings-flag branch from 8acef7f to 80b0647 Compare January 20, 2025 21:45
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liquidateExistingHoldings flag needs improvement
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